Shadow catcher. Why am i getting different shadow density
This may be a color management issue. For physically correct results, compositing should be done in a linear color space, like Cycles and the Blender compositor. If you save the image as e.g. a PNG file and then do compositing in Photoshop the result is likely to be wrong.

For external applications you can save images as linear OpenEXR, and/or try to tweak Photoshop settings to work in linear color space.